Publications in Finance

The list below contains all publications from 2020-2025 written or edited by members of the Finance section at the Department of Economics and Business Economics.

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Parra-Alvarez, J. C., Posch, O. & Wang, M. C. (2023). Estimation of Heterogeneous Agent Models: A Likelihood Approach. Oxford Bulletin of Economics and Statistics, 85(2), 304-330. https://doi.org/10.1111/obes.12531

Christiansen, C. & Savva, C. S. (2023). Government Bond Market Risk-Return Trade-Off. Quantitative Finance and Economics, 7(2), 249-260. https://doi.org/10.3934/QFE.2023013

Christiansen, C., Jansson, T., Kallestrup-Lamb, M. & Norén, V. A. (2023). Households’ Investments in Socially Responsible Mutual Funds  . The Quarterly Review of Economics and Finance, 87, 46-67. https://doi.org/10.1016/j.qref.2022.11.005

Engsted, T. (2023). Hvor stor en andel af 'signifikante' resultater er falske? In P. Linde (Ed.), Symposium i Anvendt Statistik: 2023 (pp. 101-110). Copenhagen Business School. http://www.statistiksymposium.dk/Symposium%20i%20anvendt%20stalistik%202023_Web.pdf

Baker, S. R., Farrokhnia, R. A., Meyer, S., Pagel, M. & Yannelis, C. (2023). Income, Liquidity, and the Consumption Response to the 2020 Economic Stimulus Payments. Review of Finance, 27(6), 2271-2304. https://doi.org/10.1093/rof/rfad010

Geltner, D., Kumar, A. & Van de Minne, A. M. (2023). Is There Super-normal Profit in Real Estate Development? Journal of Real Estate Research, 45(2), 160-187. https://doi.org/10.1080/08965803.2022.2069331

Blake, D., Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J. (2023). Longevity risk and capital markets: The 2021-22 update. Journal of Demographic Economics, 89(3), 299-312. https://doi.org/10.1017/dem.2023.2

Aabo, T., Hansen, J. B. & Petersen, S. M. (2023). Love thy neighbor: CEO extraversion and corporate acquisitions. Finance Research Letters, 55(Part A), Article 103908. https://doi.org/10.1016/j.frl.2023.103908

Borup, D., Rapach, D. E. & Schütte, E. C. M. (2023). Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. International Journal of Forecasting, 39(3), 1122-1144. https://doi.org/10.1016/j.ijforecast.2022.05.005

Engsner, H., Lindskog, F. & Thøgersen, J. (2023). Multiple-prior valuation of cash flows subject to capital requirements. Insurance: Mathematics and Economics, 111, 41-56. https://doi.org/10.1016/j.insmatheco.2023.02.007

Displaying results 51 to 60 out of 127

Full lists of individual section members' publications can be found via the section's faculty list.

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An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Publication overview

Revised 02.12.2025

Birgitte Højklint Nielsen